I recently had an assessment day with them, and I graduated from a non-Russell Group university. While I don't know the outcome yet, I noticed that EVERYONE there was from Oxbridge - trainees, vacation scheme participants, and even the receptionist (just kidding, of course haha) However, if you're genuinely interested in the firm, I would recommend applying. Me getting to the assessment center stage suggests they'll review your application as a whole rather than rejecting you straight away based on your university background. But well, I won’t lie when I say that during the interview the partner was questioning my uni choices and found hard to believe that I chose it because I really liked the environment ahaha